source: Sophya/trunk/Poubelle/archTOI.old/lfit.c@ 3997

#define NRANSI
#include "nrutil.h"

void lfit(double x[], double y[], double sig[], int ndat, double a[], int ia[],
        int ma, double **covar, double *chisq, void (*funcs)(double, double [], int))
{
        void covsrt(double **covar, int ma, int ia[], int mfit);
        void gaussj(double **a, int n, double **b, int m);
        int i,j,k,l,m,mfit=0;
        double ym,wt,sum,sig2i,**beta,*afunc;

        beta=matrix(1,ma,1,1);
        afunc=dvector(1,ma);
        for (j=1;j<=ma;j++)
                if (ia[j]) mfit++;
        if (mfit == 0) nrerror("lfit: no parameters to be fitted");
        for (j=1;j<=mfit;j++) {
                for (k=1;k<=mfit;k++) covar[j][k]=0.0;
                beta[j][1]=0.0;
        }
        for (i=1;i<=ndat;i++) {
                (*funcs)(x[i],afunc,ma);
                ym=y[i];
                if (mfit < ma) {
                        for (j=1;j<=ma;j++)
                                if (!ia[j]) ym -= a[j]*afunc[j];
                }
                sig2i=1.0/SQR(sig[i]);
                for (j=0,l=1;l<=ma;l++) {
                        if (ia[l]) {
                                wt=afunc[l]*sig2i;
                                for (j++,k=0,m=1;m<=l;m++)
                                        if (ia[m]) covar[j][++k] += wt*afunc[m];
                                beta[j][1] += ym*wt;
                        }
                }
        }
        for (j=2;j<=mfit;j++)
                for (k=1;k<j;k++)
                        covar[k][j]=covar[j][k];
        gaussj(covar,mfit,beta,1);
        for (j=0,l=1;l<=ma;l++)
                if (ia[l]) a[l]=beta[++j][1];
        *chisq=0.0;
        for (i=1;i<=ndat;i++) {
                (*funcs)(x[i],afunc,ma);
                for (sum=0.0,j=1;j<=ma;j++) sum += a[j]*afunc[j];
                *chisq += SQR((y[i]-sum)/sig[i]);
        }
        covsrt(covar,ma,ia,mfit);
        free_vector(afunc,1,ma);
        free_matrix(beta,1,ma,1,1);
}
#undef NRANSI